NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 5,216,584: 824,707 306,285 1,470,700 2,900,293 3,418,805 5,195,700 5,195,790: 20,884 20,794
Old : 5,216,584: 824,707 306,285 1,470,700 2,900,293 3,418,805 5,195,700 5,195,790: 20,884 20,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 84,990: 57,202 38,703 -6,757 32,364 53,084 82,809 85,030: 2,181 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.9 28.2 55.6 65.5 99.6 99.6: 0.4 0.4
Old : 100.0: 15.8 5.9 28.2 55.6 65.5 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 45 29 63 141 137 212 204:
Old : 229: 45 29 63 141 137 212 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.3 41.1 34.3 18.5 17.1 26.5 25.3
Old : 23.8 20.3 41.1 34.3 18.5 17.1 26.5 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 323,391: 2,951 7,979 6,929 296,020 303,717 305,900 318,625: 17,491 4,766
Old : 323,391: 2,951 7,979 6,929 296,020 303,717 305,900 318,625: 17,491 4,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,781: -2,765 -7,343 -3,132 3,565 8,510 -2,332 -1,965: 551 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.5 2.1 91.5 93.9 94.6 98.5: 5.4 1.5
Old : 100.0: 0.9 2.5 2.1 91.5 93.9 94.6 98.5: 5.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 5 6 40 39 48 46:
Old : 54: 4 5 6 40 39 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 53.2 63.7 67.5 43.5 46.9 54.2 54.6
Old : 47.9 53.2 63.7 67.5 43.5 46.9 54.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 178,211: 1,043 10,076 4,517 169,589 161,547 175,149 176,140: 3,062 2,071
Old : 178,211: 1,043 10,076 4,517 169,589 161,547 175,149 176,140: 3,062 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,600: -589 796 799 706 -357 916 1,238: 684 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.7 2.5 95.2 90.6 98.3 98.8: 1.7 1.2
Old : 100.0: 0.6 5.7 2.5 95.2 90.6 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 3 34 35 37 39:
Old : 41: 2 2 3 34 35 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 35.8 76.6 56.4 55.3 33.7 62.7 49.9
Old : 60.7 35.8 76.6 56.4 55.3 33.7 62.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 272,636: 2,757 16,352 2,093 261,934 238,561 266,784 257,006: 5,852 15,630
Old : 272,636: 2,757 16,352 2,093 261,934 238,561 266,784 257,006: 5,852 15,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,341: -1,131 -1,368 599 447 2,150 -85 1,381: 1,426 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.0 0.8 96.1 87.5 97.9 94.3: 2.1 5.7
Old : 100.0: 1.0 6.0 0.8 96.1 87.5 97.9 94.3: 2.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 5 34 33 39 38:
Old : 46: 2 3 5 34 33 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 50.1 68.1 69.8 46.9 40.6 63.4 56.7
Old : 49.2 50.1 68.1 69.8 46.9 40.6 63.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 788,720: 835 28,590 22,348 761,984 734,710 785,167 785,648: 3,553 3,072
Old : 788,720: 835 28,590 22,348 761,984 734,710 785,167 785,648: 3,553 3,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 23,771: -1,189 -5,144 2,783 21,406 26,674 23,000 24,313: 771 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.6 2.8 96.6 93.2 99.5 99.6: 0.5 0.4
Old : 100.0: 0.1 3.6 2.8 96.6 93.2 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 1 8 7 57 48 64 57:
Old : 68: 1 8 7 57 48 64 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 36.2 56.2 53.5 30.0 29.1 44.5 38.8
Old : 37.5 36.2 56.2 53.5 30.0 29.1 44.5 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 232,058: 17,326 0 1,323 207,644 226,505 226,293 227,828: 5,765 4,230
Old : 232,058: 17,326 0 1,323 207,644 226,505 226,293 227,828: 5,765 4,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 3,923: 2,196 0 -15 4,270 4,614 6,451 4,599: -2,528 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.6 89.5 97.6 97.5 98.2: 2.5 1.8
Old : 100.0: 7.5 0.0 0.6 89.5 97.6 97.5 98.2: 2.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 2 28 30 30 32:
Old : 40: 2 0 2 28 30 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 57.9 68.8 77.7 40.2 57.8 56.8 69.8
Old : 47.9 57.9 68.8 77.7 40.2 57.8 56.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 361,815: 1,718 10,003 43,419 309,375 299,578 354,512 353,000: 7,303 8,815
Old : 361,815: 1,718 10,003 43,419 309,375 299,578 354,512 353,000: 7,303 8,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -994: -1,587 -5,708 3,721 -3,055 753 -921 -1,234: -73 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.8 12.0 85.5 82.8 98.0 97.6: 2.0 2.4
Old : 100.0: 0.5 2.8 12.0 85.5 82.8 98.0 97.6: 2.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 6 5 39 42 45 49:
Old : 58: 2 6 5 39 42 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 52.2 57.3 64.3 32.2 43.3 46.5 53.2
Old : 38.7 52.2 57.3 64.3 32.2 43.3 46.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 185,420: 23,854 2,876 4,502 154,570 172,610 182,926 179,988: 2,494 5,432
Old : 185,420: 23,854 2,876 4,502 154,570 172,610 182,926 179,988: 2,494 5,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -8,557: -1,264 -9,410 1,032 -8,357 -271 -8,589 -8,649: 32 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.6 2.4 83.4 93.1 98.7 97.1: 1.3 2.9
Old : 100.0: 12.9 1.6 2.4 83.4 93.1 98.7 97.1: 1.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 3 3 32 31 38 36:
Old : 48: 5 3 3 32 31 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 39.4 69.9 57.7 52.4 32.1 61.1 47.8
Old : 54.8 39.4 69.9 57.7 52.4 32.1 61.1 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 186,525: 24,664 3,014 23,766 136,442 158,763 184,872 185,543: 1,653 982
Old : 186,525: 24,664 3,014 23,766 136,442 158,763 184,872 185,543: 1,653 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 9,105: 2,921 572 632 5,453 7,176 9,006 8,380: 99 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.6 12.7 73.1 85.1 99.1 99.5: 0.9 0.5
Old : 100.0: 13.2 1.6 12.7 73.1 85.1 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 16 5 15 56 51 76 67:
Old : 81: 16 5 15 56 51 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 41.9 45.0 60.8 19.0 37.4 31.6 47.4
Old : 28.2 41.9 45.0 60.8 19.0 37.4 31.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 70,561: 849 27 478 69,210 70,056 70,537 70,561: 24 0
Old : 70,561: 849 27 478 69,210 70,056 70,537 70,561: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,212: 99 25 -256 1,393 1,467 1,236 1,236: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.7 98.1 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.7 98.1 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 1 2 33 31 37 33:
Old : 40: 3 1 2 33 31 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 51.5 72.9 70.0 38.7 36.3 50.6 47.2
Old : 48.2 51.5 72.9 70.0 38.7 36.3 50.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 693,697: 6,045 304 2,829 684,799 690,564 693,673 693,697: 24 0
Old : 693,697: 6,045 304 2,829 684,799 690,564 693,673 693,697: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -16,576: 0 -608 0 -16,576 -15,968 -16,576 -16,576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.4 98.7 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.4 98.7 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 1 1 31 29 36 31:
Old : 39: 5 1 1 31 29 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 54.4 73.7 70.7 33.2 38.5 46.0 46.8
Old : 46.1 54.4 73.7 70.7 33.2 38.5 46.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,614,558: 122,786 1,757 87,347 1,404,409 1,525,454 1,614,542 1,614,558: 16 0
Old : 1,614,558: 122,786 1,757 87,347 1,404,409 1,525,454 1,614,542 1,614,558: 16 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 53,190: 6,551 -1,993 -1,527 48,166 56,710 53,190 53,190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.1 5.4 87.0 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 0.1 5.4 87.0 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 10 3 7 42 42 53 51:
Old : 64: 10 3 7 42 42 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 52.6 54.4 67.9 25.8 48.1 41.1 58.1
Old : 36.3 52.6 54.4 67.9 25.8 48.1 41.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 92,230: 185 524 608 91,431 91,016 92,224 92,148: 6 82
Old : 92,230: 185 524 608 91,431 91,016 92,224 92,148: 6 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 868: 2 -12 118 748 710 868 816: 0 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.7 99.1 98.7 100.0 99.9: 0.0 0.1
Old : 100.0: 0.2 0.6 0.7 99.1 98.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 2 3 34 36 41 40:
Old : 50: 6 2 3 34 36 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 37.4 65.7 58.8 31.6 28.8 41.9 39.4
Old : 43.4 37.4 65.7 58.8 31.6 28.8 41.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 639,609: 14,431 3,608 1,321 623,857 634,680 639,609 639,609: 0 0
Old : 639,609: 14,431 3,608 1,321 623,857 634,680 639,609 639,609: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 13,145: 0 0 0 13,145 13,145 13,145 13,145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.6 0.2 97.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.6 0.2 97.5 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 1 27 25 30 28:
Old : 39: 3 2 1 27 25 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 56.8 75.6 80.0 44.5 46.6 64.2 67.5
Old : 52.0 56.8 75.6 80.0 44.5 46.6 64.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012